Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 7,10% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 382 743 | 382 743 | 52 078 CHF | 55 905 CHF | 99,38% | 99,38% |
19/11/2024 | 7,19% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 389 223 | 389 223 | 52 230 CHF | 56 122 CHF | 98,89% | 98,89% |
18/11/2024 | 5,97% | 0,15 CHF | 0,16 CHF | 325 000 | 325 000 | 318 767 | 318 767 | 51 786 CHF | 54 973 CHF | 99,31% | 99,31% |
15/11/2024 | 6,07% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 326 185 | 326 185 | 52 146 CHF | 55 408 CHF | 99,37% | 99,37% |
14/11/2024 | 6,56% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 353 803 | 353 803 | 52 132 CHF | 55 670 CHF | 99,38% | 99,38% |
13/11/2024 | 7,43% | 0,13 CHF | 0,14 CHF | 425 000 | 425 000 | 401 381 | 401 381 | 52 052 CHF | 56 066 CHF | 99,36% | 99,36% |
12/11/2024 | 7,76% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 416 945 | 416 945 | 51 632 CHF | 55 802 CHF | 99,06% | 99,06% |
11/11/2024 | 6,49% | 0,14 CHF | 0,15 CHF | 400 000 | 400 000 | 353 024 | 353 024 | 52 663 CHF | 56 194 CHF | 99,27% | 99,27% |
08/11/2024 | 7,56% | 0,13 CHF | 0,14 CHF | 425 000 | 425 000 | 406 979 | 406 979 | 51 822 CHF | 55 892 CHF | 99,38% | 99,38% |
07/11/2024 | 7,28% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 392 490 | 392 490 | 51 977 CHF | 55 902 CHF | 99,28% | 99,28% |